Your refrigerator or AC works because the power plant is outside your house and hence spills waste heat somewhere else. ...
My refrigerator works because it cools the food at the expense of the kitchen overall, which grows warmer. My kitchen in turn is cooled by my house AC, which cools a working fluid, transfers the heat outside my home, passes air over the cooled working fluid, pushes the air into the kitchen, then recovers the warmed air through some inlet near the AC, if I recall correctly. The local wind then blows the heat exhausted by my AC into the general environment, where etc. etc. Both my refrigerator and my AC are making matters worse on a universal scale, but they're making matters tolerable on a local scale. I am an unrepentant heat polluter.
The laser question amounts to whether 1) it is possible to take the heat from a heat source to generate a laser beam, and 2) whether transferring that heat from the place it's occurring to the place where you intend to generate the laser beam and then discharging that heat as a laser beam - along with the heat generated by generating the laser beam, is more efficient than discharging that heat by passing it through a heat exchanger and just letting the heat exchanger glow into space. One way or the other, the heat will be discharged as light of some wavelength in some manner unless you come into contact with some matter or discharge some heated matter into space. My gut tells me the laser is a colorful but impractical solution since you're going to need a way to discharge the waste heat from the laser itself as well as the waste heat from the whole process of delivering the heat from the place its occurring to the location of the laser; why bother with the laser when you're still needing a heat exchanger at the end of it all?